|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 24, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110124 |
1412.50 |
1426.50 |
1396.75 |
1404.50 |
-7.75 |
111,994 |
281,191 |
-6,855 |
May11 |
110124 |
1422.50 |
1436.75 |
1407.50 |
1415.00 |
-7.75 |
26,761 |
104,153 |
+1,491 |
Jul11 |
110124 |
1430.00 |
1444.00 |
1414.25 |
1422.00 |
-8.00 |
37,346 |
95,921 |
+2,006 |
Aug11 |
110124 |
1407.00 |
1414.25 |
1394.00 |
1397.00 |
-8.75 |
1,018 |
3,391 |
-7 |
Sep11 |
110124 |
1379.75 |
1390.00 |
1358.00 |
1365.25 |
-10.25 |
648 |
4,240 |
+22 |
Nov11 |
110124 |
1349.00 |
1364.00 |
1328.75 |
1336.75 |
-11.50 |
32,948 |
142,011 |
+4,151 |
Jan12 |
110124 |
1344.75 |
1365.00 |
1333.50 |
1339.25 |
-11.25 |
1,122 |
11,926 |
+353 |
Total Volume and Open Interest |
213,423 |
662,135 |
+1,796 |
Soybean Meal(CBOT) |
Mar11 |
110124 |
379.90 |
383.50 |
377.30 |
380.20 |
+0.60 |
33,150 |
96,178 |
+847 |
May11 |
110124 |
382.50 |
385.80 |
380.10 |
382.90 |
+0.40 |
7,448 |
35,271 |
+934 |
Jul11 |
110124 |
383.50 |
387.20 |
381.00 |
383.90 |
+0.60 |
6,685 |
35,917 |
+715 |
Aug11 |
110124 |
372.10 |
374.10 |
371.70 |
374.10 |
+0.50 |
770 |
7,373 |
+190 |
Sep11 |
110124 |
365.20 |
366.00 |
361.10 |
363.50 |
+0.20 |
1,153 |
7,341 |
+211 |
Oct11 |
110124 |
355.50 |
355.70 |
347.90 |
350.70 |
+0.30 |
517 |
5,810 |
+32 |
Dec11 |
110124 |
350.20 |
354.00 |
334.60 |
348.60 |
+0.30 |
2,670 |
18,456 |
+409 |
Jan12 |
110124 |
353.30 |
353.30 |
345.40 |
347.80 |
+0.20 |
510 |
1,670 |
+247 |
Total Volume and Open Interest |
53,922 |
211,047 |
+3,820 |
Soybean Oil(CBOT) |
Mar11 |
110124 |
57.83 |
58.49 |
57.00 |
57.18 |
-0.38 |
47,508 |
192,406 |
+65 |
May11 |
110124 |
58.26 |
58.92 |
57.46 |
57.64 |
-0.36 |
10,206 |
64,982 |
+570 |
Jul11 |
110124 |
58.65 |
59.29 |
57.86 |
58.05 |
-0.36 |
10,825 |
66,210 |
+1,228 |
Aug11 |
110124 |
58.88 |
58.90 |
57.94 |
58.14 |
-0.37 |
678 |
6,380 |
+80 |
Sep11 |
110124 |
59.19 |
59.19 |
58.04 |
58.23 |
-0.36 |
709 |
8,563 |
+157 |
Oct11 |
110124 |
59.16 |
59.19 |
58.02 |
58.21 |
-0.39 |
438 |
9,266 |
+39 |
Dec11 |
110124 |
58.90 |
59.53 |
58.10 |
58.27 |
-0.38 |
3,237 |
31,459 |
+442 |
Jan12 |
110124 |
58.32 |
58.70 |
58.32 |
58.32 |
-0.38 |
0 |
467 |
+0 |
Total Volume and Open Interest |
73,615 |
380,679 |
+2,595 |
Canola(WCE) |
Mar11 |
110124 |
603.6 |
607.0 |
596.7 |
599.2 |
-2.4 |
12,001 |
113,516 |
-1,711 |
May11 |
110124 |
612.0 |
615.3 |
605.0 |
607.2 |
-2.6 |
3,017 |
27,941 |
+931 |
Jul11 |
110124 |
616.1 |
618.9 |
608.7 |
610.6 |
-3.1 |
1,486 |
19,730 |
-192 |
Nov11 |
110124 |
568.6 |
571.0 |
565.5 |
566.6 |
unch |
845 |
44,733 |
-78 |
Jan12 |
110124 |
572.1 |
574.5 |
569.3 |
570.3 |
+1.0 |
7 |
2,208 |
+0 |
Total Volume and Open Interest |
17,356 |
209,632 |
-1,050 |
Corn(CBOT) |
Mar11 |
110124 |
659.50 |
661.50 |
650.50 |
655.25 |
-2.00 |
181,672 |
647,948 |
-5,805 |
May11 |
110124 |
669.50 |
671.25 |
660.50 |
665.00 |
-2.00 |
33,280 |
284,346 |
+3,922 |
Jul11 |
110124 |
673.00 |
675.25 |
665.00 |
669.50 |
-1.75 |
45,338 |
246,105 |
+2,116 |
Sep11 |
110124 |
622.50 |
626.00 |
617.00 |
621.25 |
-1.50 |
6,553 |
52,070 |
+587 |
Dec11 |
110124 |
587.75 |
592.50 |
582.75 |
587.25 |
unch |
61,227 |
313,680 |
+8,903 |
Mar12 |
110124 |
594.25 |
599.00 |
591.25 |
595.00 |
unch |
2,168 |
29,573 |
+336 |
Total Volume and Open Interest |
334,456 |
1,623,828 |
+9,777 |
Wheat(CBOT) |
Mar11 |
110124 |
829.25 |
839.50 |
823.50 |
835.25 |
+10.75 |
69,697 |
216,467 |
+4,228 |
May11 |
110124 |
853.00 |
864.50 |
849.75 |
861.75 |
+11.50 |
29,303 |
78,725 |
+4,940 |
Jul11 |
110124 |
867.25 |
880.25 |
867.25 |
878.75 |
+12.00 |
16,957 |
117,954 |
+330 |
Sep11 |
110124 |
881.75 |
894.75 |
881.75 |
893.25 |
+11.50 |
4,093 |
25,282 |
+214 |
Dec11 |
110124 |
900.00 |
908.50 |
896.00 |
906.00 |
+10.00 |
7,059 |
66,034 |
+500 |
Total Volume and Open Interest |
128,403 |
521,507 |
+10,542 |
Wheat(KCBT) |
Mar11 |
110124 |
904.00 |
914.50 |
897.25 |
908.00 |
+8.00 |
14,857 |
86,746 |
-858 |
May11 |
110124 |
913.00 |
924.75 |
908.25 |
918.75 |
+8.75 |
7,230 |
42,465 |
+1,186 |
Jul11 |
110124 |
915.00 |
929.00 |
915.00 |
923.75 |
+9.00 |
4,967 |
56,124 |
-284 |
Sep11 |
110124 |
928.75 |
936.25 |
925.00 |
933.00 |
+10.00 |
1,119 |
14,243 |
-84 |
Dec11 |
110124 |
944.00 |
945.25 |
931.75 |
942.00 |
+9.50 |
971 |
12,029 |
+248 |
Total Volume and Open Interest |
29,250 |
214,359 |
+258 |
Wheat(MGE) |
Mar11 |
110124 |
940.00 |
952.50 |
936.00 |
950.25 |
+13.00 |
4,115 |
21,199 |
-296 |
May11 |
110124 |
943.75 |
959.50 |
943.75 |
958.50 |
+15.50 |
2,262 |
15,223 |
+203 |
Jul11 |
110124 |
953.00 |
960.50 |
946.50 |
958.50 |
+13.00 |
1,762 |
10,371 |
-52 |
Sep11 |
110124 |
939.00 |
952.00 |
939.00 |
950.00 |
+11.00 |
933 |
10,676 |
+210 |
Dec11 |
110124 |
950.00 |
955.75 |
945.75 |
953.00 |
+11.75 |
708 |
8,837 |
-38 |
Total Volume and Open Interest |
9,839 |
67,966 |
+65 |
Oats(CBOT) |
Mar11 |
110124 |
385.00 |
389.00 |
381.50 |
387.00 |
+1.00 |
1,020 |
8,642 |
-690 |
May11 |
110124 |
394.50 |
395.00 |
391.75 |
395.00 |
+1.00 |
768 |
3,010 |
+544 |
Jul11 |
110124 |
397.00 |
398.00 |
397.00 |
398.00 |
+1.00 |
23 |
539 |
-4 |
Sep11 |
110124 |
370.00 |
370.00 |
368.00 |
369.00 |
+1.00 |
32 |
154 |
+17 |
Total Volume and Open Interest |
1,941 |
13,682 |
-80 |
Rough Rice(CBOT) |
Mar11 |
110124 |
14.85 |
15.35 |
14.79 |
15.15 |
+0.28 |
1,218 |
13,945 |
-296 |
May11 |
110124 |
15.11 |
15.60 |
15.10 |
15.43 |
+0.27 |
595 |
2,397 |
+388 |
Jul11 |
110124 |
15.42 |
15.88 |
15.42 |
15.68 |
+0.26 |
185 |
1,748 |
+11 |
Sep11 |
110124 |
15.36 |
15.65 |
15.36 |
15.49 |
+0.14 |
245 |
1,386 |
+130 |
Total Volume and Open Interest |
2,281 |
19,893 |
+242 |
Live Cattle(CME) |
Feb11 |
110124 |
107.550 |
107.550 |
106.550 |
106.785 |
-1.165 |
20,254 |
60,282 |
-4,562 |
Apr11 |
110124 |
112.180 |
112.300 |
111.500 |
111.680 |
-1.000 |
25,020 |
159,134 |
+892 |
Jun11 |
110124 |
112.150 |
112.150 |
111.400 |
111.750 |
-0.885 |
12,274 |
77,248 |
+3,579 |
Aug11 |
110124 |
112.250 |
112.535 |
112.035 |
112.385 |
-0.595 |
3,831 |
24,816 |
+442 |
Oct11 |
110124 |
115.250 |
115.250 |
114.730 |
114.980 |
-0.670 |
983 |
16,171 |
+148 |
Dec11 |
110124 |
115.680 |
116.000 |
115.535 |
115.980 |
-0.320 |
703 |
13,264 |
+261 |
Total Volume and Open Interest |
63,291 |
354,113 |
+871 |
Feeder Cattle(CME) |
Jan11 |
110124 |
126.300 |
126.500 |
126.200 |
126.350 |
unch |
618 |
2,380 |
-172 |
Mar11 |
110124 |
125.480 |
126.000 |
125.135 |
125.550 |
unch |
2,124 |
24,936 |
-39 |
Apr11 |
110124 |
126.230 |
126.500 |
125.800 |
126.300 |
-0.050 |
536 |
6,402 |
-42 |
May11 |
110124 |
126.180 |
127.000 |
126.180 |
126.700 |
-0.200 |
336 |
8,503 |
+37 |
Aug11 |
110124 |
126.750 |
127.600 |
126.700 |
127.300 |
-0.200 |
488 |
9,359 |
+115 |
Sep11 |
110124 |
126.550 |
127.300 |
126.550 |
127.150 |
-0.150 |
78 |
1,191 |
+11 |
Oct11 |
110124 |
126.500 |
127.100 |
126.500 |
127.100 |
-0.200 |
67 |
572 |
+42 |
Total Volume and Open Interest |
4,258 |
53,619 |
-42 |
Lean Hogs(CME) |
Feb11 |
110124 |
80.400 |
80.900 |
79.930 |
80.650 |
+0.320 |
10,335 |
27,478 |
-981 |
Apr11 |
110124 |
86.600 |
86.730 |
85.850 |
86.250 |
-0.330 |
13,722 |
92,219 |
-526 |
May11 |
110124 |
94.500 |
95.100 |
94.500 |
95.100 |
-0.035 |
178 |
2,101 |
+37 |
Jun11 |
110124 |
97.500 |
97.680 |
97.000 |
97.535 |
unch |
5,521 |
49,119 |
+1,400 |
Jul11 |
110124 |
96.330 |
96.550 |
95.950 |
96.430 |
-0.050 |
1,497 |
13,916 |
+246 |
Aug11 |
110124 |
95.600 |
96.100 |
95.300 |
96.050 |
+0.120 |
1,128 |
14,921 |
+307 |
Oct11 |
110124 |
85.600 |
86.250 |
85.400 |
86.230 |
+0.345 |
721 |
13,500 |
+183 |
Dec11 |
110124 |
81.750 |
82.250 |
81.430 |
82.250 |
+0.350 |
469 |
4,927 |
+108 |
Total Volume and Open Interest |
33,867 |
220,171 |
+926 |
Class III Milk(CME) |
Jan11 |
110124 |
13.51 |
13.54 |
13.50 |
13.53 |
+0.03 |
237 |
5,203 |
-182 |
Feb11 |
110124 |
15.83 |
16.55 |
15.68 |
16.49 |
+0.56 |
730 |
5,511 |
+100 |
Mar11 |
110124 |
16.22 |
17.00 |
16.09 |
17.00 |
+0.75 |
785 |
4,357 |
+29 |
Apr11 |
110124 |
16.35 |
17.17 |
16.18 |
17.09 |
+0.67 |
592 |
3,168 |
+75 |
May11 |
110124 |
16.45 |
17.25 |
16.26 |
17.05 |
+0.55 |
392 |
2,868 |
+67 |
Total Volume and Open Interest |
3,966 |
34,060 |
+629 |
Cocoa(ICE) |
Mar11 |
110124 |
3250 |
3393 |
3244 |
3312 |
+128 |
22,370 |
60,693 |
-2,125 |
May11 |
110124 |
3233 |
3340 |
3222 |
3282 |
+109 |
10,950 |
29,133 |
+885 |
Jul11 |
110124 |
3298 |
3335 |
3221 |
3268 |
+88 |
4,216 |
14,252 |
+537 |
Sep11 |
110124 |
3286 |
3319 |
3191 |
3250 |
+72 |
2,556 |
10,429 |
+717 |
Dec11 |
110124 |
3298 |
3298 |
3198 |
3253 |
+62 |
618 |
14,268 |
-13 |
Mar12 |
110124 |
3349 |
3349 |
3303 |
3310 |
+63 |
1,719 |
14,585 |
+1,387 |
May12 |
110124 |
3313 |
3321 |
3303 |
3303 |
+64 |
143 |
4,576 |
-32 |
Total Volume and Open Interest |
42,835 |
150,144 |
+1,446 |
Coffee "C"(ICE) |
Mar11 |
110124 |
239.60 |
241.00 |
236.40 |
237.30 |
-3.10 |
14,990 |
78,886 |
+1,939 |
May11 |
110124 |
241.90 |
242.70 |
238.20 |
239.10 |
-3.10 |
4,739 |
33,151 |
+1,132 |
Jul11 |
110124 |
243.30 |
243.30 |
239.45 |
240.25 |
-3.05 |
1,086 |
13,546 |
-60 |
Sep11 |
110124 |
242.10 |
242.10 |
238.35 |
238.95 |
-2.70 |
522 |
5,224 |
+32 |
Dec11 |
110124 |
238.00 |
238.00 |
235.10 |
235.95 |
-2.05 |
185 |
8,186 |
+18 |
Mar12 |
110124 |
232.00 |
232.00 |
231.40 |
231.75 |
-1.95 |
37 |
936 |
+21 |
Total Volume and Open Interest |
21,578 |
140,707 |
+3,084 |
Orange Juice(ICE) |
Mar11 |
110124 |
173.90 |
174.50 |
169.00 |
170.80 |
-3.20 |
1,286 |
21,785 |
-136 |
May11 |
110124 |
172.05 |
172.10 |
168.00 |
170.30 |
-2.45 |
242 |
6,939 |
+187 |
Jul11 |
110124 |
170.00 |
170.10 |
168.50 |
170.00 |
-2.15 |
16 |
2,611 |
+10 |
Sep11 |
110124 |
169.50 |
169.50 |
169.50 |
169.50 |
-2.15 |
2 |
493 |
+0 |
Nov11 |
110124 |
168.35 |
168.35 |
167.00 |
167.00 |
-3.05 |
5 |
547 |
-1 |
Jan12 |
110124 |
166.75 |
166.75 |
166.75 |
166.75 |
-2.95 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,551 |
32,399 |
+60 |
Sugar #11(ICE) |
Mar11 |
110124 |
32.36 |
32.65 |
32.04 |
32.31 |
-0.02 |
47,764 |
215,474 |
-489 |
May11 |
110124 |
30.00 |
30.23 |
29.72 |
30.00 |
+0.02 |
23,262 |
119,098 |
+1,561 |
Jul11 |
110124 |
27.45 |
27.52 |
27.10 |
27.44 |
+0.05 |
13,716 |
122,290 |
+1,096 |
Oct11 |
110124 |
25.73 |
25.80 |
25.43 |
25.78 |
+0.16 |
4,960 |
67,075 |
+535 |
Mar12 |
110124 |
24.86 |
24.94 |
24.55 |
24.90 |
+0.11 |
4,202 |
46,125 |
-535 |
Total Volume and Open Interest |
96,629 |
620,144 |
+2,478 |
London Cocoa(LCE) |
Mar11 |
110124 |
2290 |
2307 |
2170 |
2190 |
+42 |
12,067 |
57,844 |
-1,979 |
May11 |
110124 |
2220 |
2269 |
2144 |
2161 |
+47 |
9,803 |
27,636 |
+1,383 |
Jul11 |
110124 |
2248 |
2252 |
2140 |
2154 |
+43 |
5,020 |
27,360 |
+483 |
Sep11 |
110124 |
2209 |
2216 |
2132 |
2135 |
+36 |
828 |
21,050 |
-163 |
Dec11 |
110124 |
2138 |
2146 |
2100 |
2110 |
+23 |
2,165 |
27,112 |
+1,514 |
Mar12 |
110124 |
2163 |
2163 |
2110 |
2110 |
+18 |
1,239 |
20,085 |
+206 |
May12 |
110124 |
2125 |
2125 |
2112 |
2112 |
+16 |
0 |
3,698 |
+0 |
Total Volume and Open Interest |
31,122 |
192,316 |
+1,444 |
London Sugar(LCE) |
Mar11 |
110124 |
796.90 |
801.50 |
789.70 |
796.20 |
+5.50 |
2,645 |
20,053 |
+526 |
May11 |
110124 |
766.60 |
772.50 |
762.60 |
769.60 |
+7.10 |
2,000 |
12,446 |
+622 |
Aug11 |
110124 |
720.00 |
724.40 |
715.80 |
722.80 |
+5.50 |
325 |
8,713 |
-59 |
Oct11 |
110124 |
665.20 |
669.20 |
665.20 |
668.70 |
+4.90 |
66 |
2,695 |
+12 |
Dec11 |
110124 |
649.50 |
656.30 |
649.50 |
653.50 |
+4.70 |
7 |
1,076 |
+7 |
Total Volume and Open Interest |
5,043 |
45,783 |
+1,108 |
Cotton(ICE) |
Mar11 |
110124 |
160.99 |
161.94 |
160.50 |
161.94 |
+5.00 |
4,032 |
89,644 |
+194 |
May11 |
110124 |
154.27 |
156.27 |
154.07 |
156.27 |
+5.00 |
3,332 |
23,877 |
-728 |
Jul11 |
110124 |
147.15 |
149.36 |
147.00 |
149.36 |
+5.00 |
1,251 |
35,408 |
+330 |
Oct11 |
110124 |
124.00 |
126.40 |
124.00 |
126.40 |
+3.62 |
0 |
172 |
+0 |
Dec11 |
110124 |
109.79 |
113.74 |
109.77 |
113.74 |
+5.00 |
4,134 |
50,464 |
+1,073 |
Mar12 |
110124 |
102.50 |
107.30 |
102.50 |
106.80 |
+4.30 |
282 |
2,274 |
+134 |
Total Volume and Open Interest |
13,102 |
203,853 |
+1,038 |
Lumber(CME) |
Mar11 |
110124 |
316.2 |
323.4 |
316.2 |
320.0 |
+6.6 |
484 |
6,801 |
-11 |
May11 |
110124 |
332.6 |
340.0 |
332.0 |
337.2 |
+7.2 |
319 |
2,875 |
+49 |
Jul11 |
110124 |
342.4 |
346.9 |
340.2 |
343.0 |
+5.5 |
242 |
1,195 |
+76 |
Sep11 |
110124 |
336.9 |
342.0 |
336.9 |
342.0 |
+8.6 |
12 |
188 |
+3 |
Total Volume and Open Interest |
1,057 |
11,060 |
+117 |
Crude Oil(NYM) |
Mar11 |
110124 |
89.26 |
89.63 |
87.27 |
87.87 |
-1.24 |
287,810 |
405,376 |
-5,216 |
Apr11 |
110124 |
90.80 |
91.21 |
88.97 |
89.53 |
-1.10 |
104,882 |
117,853 |
-3,043 |
May11 |
110124 |
92.20 |
92.62 |
90.50 |
91.02 |
-1.02 |
65,529 |
89,987 |
-4,376 |
Jun11 |
110124 |
93.11 |
93.61 |
91.57 |
92.07 |
-1.00 |
69,024 |
110,178 |
+880 |
Jul11 |
110124 |
94.13 |
94.13 |
92.55 |
92.82 |
-0.98 |
20,566 |
59,484 |
+452 |
Aug11 |
110124 |
94.52 |
94.52 |
93.00 |
93.29 |
-0.95 |
11,749 |
34,295 |
-59 |
Sep11 |
110124 |
94.32 |
94.32 |
93.30 |
93.67 |
-0.91 |
10,424 |
32,401 |
+534 |
Oct11 |
110124 |
95.35 |
95.37 |
93.77 |
94.03 |
-0.86 |
8,352 |
23,663 |
+704 |
Nov11 |
110124 |
95.79 |
95.79 |
94.00 |
94.37 |
-0.80 |
6,404 |
20,708 |
-1,339 |
Dec11 |
110124 |
95.80 |
96.03 |
94.27 |
94.69 |
-0.74 |
38,312 |
173,103 |
+2,430 |
Jan12 |
110124 |
95.24 |
95.37 |
94.75 |
94.84 |
-0.72 |
5,202 |
32,112 |
+876 |
Feb12 |
110124 |
95.02 |
95.02 |
94.92 |
94.92 |
-0.69 |
1,372 |
10,067 |
+248 |
Mar12 |
110124 |
94.98 |
94.98 |
94.98 |
94.98 |
-0.67 |
839 |
13,108 |
+295 |
Apr12 |
110124 |
95.02 |
95.02 |
95.02 |
95.02 |
-0.66 |
128 |
5,127 |
+6 |
May12 |
110124 |
95.08 |
95.08 |
95.08 |
95.08 |
-0.64 |
190 |
7,217 |
-66 |
Jun12 |
110124 |
95.50 |
95.70 |
95.00 |
95.14 |
-0.62 |
3,462 |
50,387 |
+417 |
Total Volume and Open Interest |
649,585 |
1,475,916 |
-7,318 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110124 |
89.250 |
89.625 |
87.275 |
87.875 |
-1.225 |
7,476 |
6,836 |
+766 |
Apr11 |
110124 |
91.425 |
91.425 |
89.000 |
89.525 |
-1.100 |
969 |
1,530 |
+359 |
May11 |
110124 |
91.550 |
91.550 |
90.600 |
91.025 |
-1.025 |
237 |
204 |
+133 |
Jun11 |
110124 |
91.950 |
92.075 |
91.850 |
92.075 |
-1.000 |
0 |
56 |
+0 |
Jul11 |
110124 |
92.825 |
92.825 |
92.825 |
92.825 |
-0.975 |
3 |
12 |
+0 |
Aug11 |
110124 |
93.300 |
93.300 |
93.300 |
93.300 |
-0.950 |
0 |
10 |
+0 |
Sep11 |
110124 |
93.675 |
93.675 |
93.675 |
93.675 |
-0.900 |
0 |
6 |
+0 |
Oct11 |
110124 |
94.025 |
94.025 |
94.025 |
94.025 |
-0.875 |
0 |
42 |
+0 |
Total Volume and Open Interest |
8,685 |
8,980 |
+1,258 |
Heating Oil(NYM) |
Feb11 |
110124 |
265.60 |
267.88 |
261.47 |
261.93 |
-3.15 |
34,473 |
43,975 |
-8,371 |
Mar11 |
110124 |
265.88 |
268.08 |
261.83 |
262.31 |
-3.12 |
57,197 |
100,510 |
+6,565 |
Apr11 |
110124 |
266.00 |
266.88 |
260.97 |
261.51 |
-2.97 |
15,931 |
39,967 |
+657 |
May11 |
110124 |
264.50 |
265.86 |
260.33 |
260.95 |
-2.65 |
7,226 |
23,478 |
+411 |
Jun11 |
110124 |
264.01 |
265.40 |
260.25 |
261.01 |
-2.40 |
9,750 |
34,293 |
+469 |
Jul11 |
110124 |
265.73 |
265.73 |
261.27 |
261.96 |
-2.25 |
2,780 |
11,885 |
-137 |
Aug11 |
110124 |
265.57 |
266.30 |
262.65 |
263.09 |
-2.11 |
1,603 |
8,200 |
+224 |
Sep11 |
110124 |
268.38 |
268.39 |
264.40 |
264.66 |
-1.95 |
928 |
9,091 |
+84 |
Oct11 |
110124 |
269.00 |
269.42 |
265.62 |
266.34 |
-1.80 |
264 |
4,512 |
+27 |
Nov11 |
110124 |
270.38 |
271.00 |
267.32 |
268.06 |
-1.71 |
336 |
5,176 |
+63 |
Dec11 |
110124 |
272.90 |
272.90 |
269.01 |
269.46 |
-1.65 |
3,740 |
18,882 |
+361 |
Jan12 |
110124 |
272.25 |
273.75 |
270.75 |
270.76 |
-1.67 |
91 |
3,270 |
+0 |
Total Volume and Open Interest |
134,423 |
312,038 |
+411 |
Gasoline(NYMEX) |
Feb11 |
110124 |
245.85 |
247.51 |
240.83 |
241.32 |
-4.57 |
22,741 |
38,067 |
-2,689 |
Mar11 |
110124 |
247.50 |
249.79 |
243.24 |
243.79 |
-4.06 |
42,491 |
98,696 |
+4,154 |
Apr11 |
110124 |
259.16 |
260.42 |
254.88 |
255.49 |
-3.43 |
18,230 |
41,867 |
-107 |
May11 |
110124 |
260.93 |
260.93 |
255.89 |
256.36 |
-3.28 |
6,807 |
24,522 |
+401 |
Jun11 |
110124 |
259.76 |
260.64 |
256.10 |
256.48 |
-3.11 |
6,825 |
27,302 |
+770 |
Jul11 |
110124 |
259.66 |
259.66 |
255.45 |
255.96 |
-2.94 |
3,613 |
10,427 |
+861 |
Aug11 |
110124 |
257.91 |
258.02 |
254.52 |
254.87 |
-2.77 |
1,559 |
6,251 |
-30 |
Sep11 |
110124 |
258.02 |
258.02 |
253.03 |
253.11 |
-2.63 |
1,037 |
5,432 |
+88 |
Oct11 |
110124 |
243.18 |
243.20 |
242.55 |
242.55 |
-2.50 |
684 |
5,319 |
+117 |
Nov11 |
110124 |
242.00 |
242.00 |
240.65 |
240.65 |
-2.30 |
495 |
1,833 |
+86 |
Total Volume and Open Interest |
105,608 |
293,775 |
+3,693 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110124 |
241.30 |
241.32 |
241.30 |
241.30 |
-4.60 |
0 |
3 |
+0 |
Mar11 |
110124 |
243.80 |
243.80 |
243.79 |
243.80 |
-4.10 |
0 |
1 |
+0 |
Apr11 |
110124 |
255.50 |
255.50 |
255.49 |
255.50 |
-3.40 |
0 |
1 |
+0 |
May11 |
110124 |
256.40 |
256.40 |
256.36 |
256.40 |
-3.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110124 |
4.810 |
4.879 |
4.557 |
4.580 |
-0.156 |
137,165 |
43,637 |
-12,385 |
Mar11 |
110124 |
4.796 |
4.823 |
4.576 |
4.598 |
-0.145 |
102,077 |
253,975 |
-2,058 |
Apr11 |
110124 |
4.800 |
4.800 |
4.573 |
4.595 |
-0.125 |
50,712 |
105,333 |
+4,774 |
May11 |
110124 |
4.804 |
4.822 |
4.610 |
4.633 |
-0.120 |
27,313 |
89,276 |
+2,553 |
Jun11 |
110124 |
4.837 |
4.850 |
4.658 |
4.670 |
-0.117 |
11,865 |
22,437 |
+322 |
Jul11 |
110124 |
4.930 |
4.930 |
4.700 |
4.720 |
-0.117 |
13,539 |
31,433 |
+338 |
Aug11 |
110124 |
4.890 |
4.896 |
4.732 |
4.740 |
-0.116 |
5,615 |
19,249 |
+421 |
Sep11 |
110124 |
4.888 |
4.888 |
4.728 |
4.741 |
-0.115 |
5,372 |
14,189 |
-454 |
Oct11 |
110124 |
4.950 |
4.950 |
4.770 |
4.785 |
-0.115 |
24,401 |
56,719 |
+2,091 |
Nov11 |
110124 |
5.050 |
5.050 |
4.925 |
4.933 |
-0.090 |
8,740 |
25,072 |
+464 |
Dec11 |
110124 |
5.240 |
5.268 |
5.128 |
5.148 |
-0.071 |
7,261 |
21,991 |
+80 |
Jan12 |
110124 |
5.368 |
5.375 |
5.252 |
5.270 |
-0.068 |
10,770 |
43,033 |
+1,177 |
Feb12 |
110124 |
5.327 |
5.327 |
5.211 |
5.229 |
-0.064 |
1,890 |
9,854 |
+44 |
Mar12 |
110124 |
5.224 |
5.224 |
5.120 |
5.129 |
-0.061 |
2,576 |
23,461 |
+235 |
Apr12 |
110124 |
4.917 |
4.937 |
4.885 |
4.889 |
-0.043 |
2,085 |
20,723 |
+692 |
May12 |
110124 |
4.900 |
4.919 |
4.885 |
4.890 |
-0.043 |
156 |
5,160 |
+44 |
Total Volume and Open Interest |
414,300 |
854,200 |
-812 |
Brent Crude Oil(ICE) |
Mar11 |
110124 |
97.59 |
98.17 |
96.23 |
96.61 |
-0.99 |
161,784 |
264,519 |
-2,337 |
Apr11 |
110124 |
97.56 |
98.11 |
96.25 |
96.65 |
-0.92 |
78,425 |
171,751 |
+5,081 |
May11 |
110124 |
97.67 |
98.22 |
96.45 |
96.83 |
-0.85 |
36,406 |
84,360 |
+5,707 |
Jun11 |
110124 |
97.82 |
98.42 |
96.64 |
97.03 |
-0.79 |
37,420 |
104,512 |
+2,813 |
Jul11 |
110124 |
98.44 |
98.44 |
96.78 |
97.15 |
-0.75 |
9,267 |
33,363 |
-583 |
Aug11 |
110124 |
98.49 |
98.49 |
96.92 |
97.24 |
-0.71 |
4,445 |
16,530 |
-243 |
Sep11 |
110124 |
98.52 |
98.52 |
96.96 |
97.33 |
-0.65 |
4,544 |
25,754 |
-388 |
Oct11 |
110124 |
98.34 |
98.50 |
97.10 |
97.42 |
-0.61 |
3,368 |
19,656 |
+399 |
Nov11 |
110124 |
98.42 |
98.43 |
97.17 |
97.50 |
-0.57 |
1,580 |
11,095 |
-9 |
Dec11 |
110124 |
98.42 |
98.64 |
97.19 |
97.58 |
-0.54 |
23,724 |
109,111 |
+2,251 |
Jan12 |
110124 |
97.63 |
97.63 |
97.63 |
97.63 |
-0.52 |
874 |
11,729 |
-29 |
Feb12 |
110124 |
97.65 |
97.65 |
97.65 |
97.65 |
-0.51 |
315 |
5,984 |
-9 |
Mar12 |
110124 |
97.65 |
97.65 |
97.65 |
97.65 |
-0.51 |
1,031 |
3,864 |
+113 |
Apr12 |
110124 |
97.62 |
97.62 |
97.62 |
97.62 |
-0.52 |
24 |
2,107 |
+0 |
Total Volume and Open Interest |
369,555 |
968,565 |
+13,442 |
Gas Oil(ICE) |
Feb11 |
110124 |
818.75 |
822.75 |
805.00 |
819.25 |
+5.25 |
56,229 |
125,533 |
+3,621 |
Mar11 |
110124 |
823.00 |
827.00 |
810.25 |
824.00 |
+5.50 |
84,938 |
151,605 |
+1,672 |
Apr11 |
110124 |
828.00 |
829.00 |
813.50 |
826.50 |
+5.75 |
34,742 |
70,618 |
-4,024 |
May11 |
110124 |
830.00 |
830.50 |
816.00 |
828.75 |
+6.25 |
13,630 |
57,319 |
+2,045 |
Jun11 |
110124 |
828.50 |
833.00 |
818.00 |
830.75 |
+6.25 |
22,280 |
59,091 |
+1,960 |
Jul11 |
110124 |
834.50 |
835.00 |
822.00 |
833.75 |
+6.25 |
7,899 |
21,114 |
-1,443 |
Aug11 |
110124 |
833.25 |
837.50 |
825.50 |
836.75 |
+6.50 |
5,126 |
21,143 |
+1,750 |
Sep11 |
110124 |
837.25 |
840.50 |
828.50 |
840.00 |
+6.50 |
4,641 |
18,976 |
-463 |
Oct11 |
110124 |
839.50 |
841.75 |
830.50 |
841.75 |
+6.50 |
2,507 |
13,380 |
+310 |
Nov11 |
110124 |
839.00 |
842.75 |
831.75 |
842.75 |
+6.50 |
1,313 |
10,515 |
-104 |
Total Volume and Open Interest |
249,694 |
666,586 |
+7,495 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110124 |
2.332 |
2.332 |
2.305 |
2.320 |
-0.012 |
78 |
626 |
-12 |
Mar11 |
110124 |
2.345 |
2.345 |
2.325 |
2.337 |
-0.012 |
182 |
1,499 |
+23 |
Apr11 |
110124 |
2.347 |
2.363 |
2.347 |
2.359 |
-0.013 |
80 |
936 |
+20 |
May11 |
110124 |
2.376 |
2.387 |
2.373 |
2.383 |
-0.012 |
54 |
487 |
-13 |
Jun11 |
110124 |
2.390 |
2.405 |
2.390 |
2.405 |
-0.009 |
34 |
614 |
-6 |
Jul11 |
110124 |
2.415 |
2.415 |
2.405 |
2.414 |
-0.009 |
43 |
806 |
-14 |
Aug11 |
110124 |
2.390 |
2.404 |
2.390 |
2.404 |
-0.007 |
24 |
841 |
+13 |
Total Volume and Open Interest |
566 |
8,104 |
+33 |
WTI Crude Oil(ICE |
Mar11 |
110124 |
89.19 |
89.66 |
87.26 |
87.87 |
-1.24 |
94,070 |
138,444 |
-3,001 |
Apr11 |
110124 |
90.86 |
91.23 |
88.97 |
89.53 |
-1.10 |
52,243 |
63,795 |
+1,028 |
May11 |
110124 |
92.43 |
92.59 |
90.50 |
91.02 |
-1.02 |
26,523 |
40,429 |
-1,623 |
Jun11 |
110124 |
93.33 |
93.37 |
91.66 |
92.07 |
-1.00 |
28,238 |
59,867 |
-1,259 |
Jul11 |
110124 |
94.08 |
94.08 |
92.44 |
92.82 |
-0.98 |
7,211 |
20,098 |
+889 |
Aug11 |
110124 |
94.50 |
94.50 |
93.11 |
93.29 |
-0.95 |
3,804 |
11,601 |
-293 |
Sep11 |
110124 |
94.82 |
94.85 |
93.33 |
93.67 |
-0.91 |
4,956 |
18,503 |
+1,085 |
Oct11 |
110124 |
95.19 |
95.19 |
93.91 |
94.03 |
-0.86 |
3,425 |
13,253 |
+1,154 |
Nov11 |
110124 |
94.83 |
95.01 |
94.25 |
94.37 |
-0.80 |
1,829 |
9,189 |
-28 |
Dec11 |
110124 |
95.70 |
95.72 |
94.35 |
94.69 |
-0.74 |
18,347 |
80,593 |
+2,571 |
Jan12 |
110124 |
94.84 |
94.84 |
94.84 |
94.84 |
-0.72 |
824 |
6,892 |
+519 |
Feb12 |
110124 |
95.32 |
95.32 |
94.92 |
94.92 |
-0.69 |
30 |
1,296 |
+13 |
Mar12 |
110124 |
95.05 |
95.05 |
94.98 |
94.98 |
-0.67 |
784 |
3,987 |
+675 |
Apr12 |
110124 |
95.02 |
95.02 |
95.02 |
95.02 |
-0.66 |
25 |
783 |
+5 |
May12 |
110124 |
95.08 |
95.08 |
95.08 |
95.08 |
-0.64 |
40 |
924 |
+30 |
Jun12 |
110124 |
95.55 |
95.55 |
95.14 |
95.14 |
-0.62 |
399 |
20,306 |
-33 |
Total Volume and Open Interest |
246,426 |
565,699 |
+2,335 |
US Dollar Index(ICE) |
Mar11 |
110124 |
78.300 |
78.630 |
77.940 |
78.192 |
-0.178 |
20,116 |
36,783 |
+334 |
Jun11 |
110124 |
78.785 |
78.935 |
78.355 |
78.552 |
-0.183 |
78 |
996 |
+22 |
Sep11 |
110124 |
78.912 |
78.912 |
78.912 |
78.912 |
-0.183 |
1 |
3 |
+1 |
Total Volume and Open Interest |
20,195 |
37,782 |
+357 |
Australian Dollar(CME) |
Mar11 |
110124 |
98.27 |
99.63 |
98.04 |
99.21 |
+0.88 |
81,020 |
112,062 |
-253 |
Jun11 |
110124 |
97.13 |
98.31 |
96.99 |
98.07 |
+0.87 |
27 |
712 |
-34 |
Sep11 |
110124 |
96.83 |
96.83 |
95.98 |
96.83 |
+0.85 |
0 |
14 |
+0 |
Total Volume and Open Interest |
81,047 |
112,882 |
-287 |
British Pound(CME) |
Mar11 |
110124 |
159.92 |
160.08 |
159.16 |
159.88 |
-0.07 |
107,918 |
97,113 |
+3,898 |
Jun11 |
110124 |
159.63 |
159.78 |
159.09 |
159.71 |
-0.07 |
53 |
176 |
-27 |
Sep11 |
110124 |
159.45 |
159.51 |
159.45 |
159.45 |
-0.06 |
0 |
5 |
+0 |
Total Volume and Open Interest |
107,971 |
97,326 |
+3,871 |
Canadian Dollar(CME) |
Mar11 |
110124 |
100.58 |
100.72 |
100.07 |
100.40 |
-0.02 |
68,120 |
117,377 |
+1,657 |
Jun11 |
110124 |
100.28 |
100.45 |
99.90 |
100.18 |
-0.02 |
164 |
3,092 |
+1 |
Sep11 |
110124 |
100.02 |
100.02 |
99.89 |
99.89 |
-0.02 |
13 |
986 |
+5 |
Dec11 |
110124 |
99.72 |
99.75 |
99.60 |
99.61 |
-0.02 |
27 |
1,283 |
+8 |
Total Volume and Open Interest |
68,324 |
122,788 |
+1,671 |
Japanese Yen(CME) |
Mar11 |
110124 |
121.03 |
121.55 |
120.64 |
121.24 |
+0.15 |
103,331 |
107,106 |
+662 |
Jun11 |
110124 |
121.13 |
121.49 |
120.81 |
121.37 |
+0.15 |
27 |
645 |
+16 |
Sep11 |
110124 |
120.91 |
121.54 |
120.91 |
121.54 |
+0.15 |
1 |
18 |
+1 |
Total Volume and Open Interest |
103,359 |
107,781 |
+679 |
Swiss Franc(CME) |
Mar11 |
110124 |
104.37 |
105.64 |
103.95 |
105.35 |
+1.05 |
35,658 |
39,899 |
-883 |
Jun11 |
110124 |
104.66 |
105.44 |
104.39 |
105.44 |
+1.05 |
3 |
66 |
+1 |
Sep11 |
110124 |
105.54 |
105.54 |
104.49 |
105.54 |
+1.05 |
0 |
5 |
+0 |
Total Volume and Open Interest |
35,661 |
39,972 |
-882 |
EuroFX(CME) |
Mar11 |
110124 |
136.02 |
136.80 |
135.33 |
136.29 |
+0.38 |
326,435 |
188,217 |
-186 |
Jun11 |
110124 |
135.93 |
136.61 |
135.28 |
136.14 |
+0.39 |
1,001 |
2,604 |
+337 |
Sep11 |
110124 |
135.50 |
135.94 |
135.50 |
135.94 |
+0.42 |
8 |
33 |
+2 |
Total Volume and Open Interest |
327,466 |
191,192 |
+153 |
Mexican Peso(CME) |
Feb11 |
110124 |
830.0 |
830.0 |
829.2 |
830.0 |
+0.8 |
|
|
|
Mar11 |
110124 |
825.0 |
828.2 |
824.5 |
826.5 |
+0.8 |
20,425 |
141,677 |
-1,737 |
Total Volume and Open Interest |
20,425 |
141,779 |
-1,737 |
30-Year T-Bonds(CBOT) |
Mar11 |
110124 |
120~060 |
120~230 |
119~250 |
120~100 |
+0~070 |
328,042 |
557,125 |
+1,909 |
Jun11 |
110124 |
118~100 |
119~000 |
118~100 |
118~230 |
+0~070 |
145 |
1,167 |
+7 |
Sep11 |
110124 |
117~040 |
117~040 |
116~290 |
117~040 |
+0~070 |
|
|
|
Total Volume and Open Interest |
328,187 |
558,292 |
+1,916 |
10-Year T-Notes(CBOT) |
Mar11 |
110124 |
120~050 |
120~150 |
119~290 |
120~075 |
+0~025 |
1,041,730 |
1,355,705 |
+8,396 |
Jun11 |
110124 |
118~260 |
119~065 |
118~260 |
118~315 |
+0~020 |
1,280 |
6,278 |
+937 |
Sep11 |
110124 |
117~280 |
117~280 |
117~260 |
117~280 |
+0~020 |
|
|
|
Total Volume and Open Interest |
1,043,010 |
1,361,987 |
+9,333 |
5-Year T-Notes(CBOT) |
Mar11 |
110124 |
117~105 |
118~002 |
117~084 |
117~111 |
+0~003 |
467,804 |
1,115,666 |
+16,560 |
Jun11 |
110124 |
116~105 |
117~001 |
116~105 |
117~001 |
+0~003 |
1,215 |
3,042 |
+889 |
Sep11 |
110124 |
116~025 |
116~025 |
116~022 |
116~025 |
+0~003 |
|
|
|
Total Volume and Open Interest |
469,019 |
1,118,708 |
+17,449 |
2 Year T-Notes(CBOT) |
Mar11 |
110124 |
109~054 |
109~056 |
109~046 |
109~054 |
-0~001 |
174,144 |
742,330 |
+17,354 |
Jun11 |
110124 |
109~013 |
109~018 |
109~009 |
109~017 |
-0~001 |
8 |
367 |
+4 |
Sep11 |
110124 |
108~108 |
108~109 |
108~108 |
108~108 |
-0~001 |
|
|
|
Total Volume and Open Interest |
174,152 |
742,697 |
+17,358 |
Eurodollars(CME) |
Mar11 |
110124 |
99.660 |
99.660 |
99.650 |
99.655 |
unch |
85,231 |
1,213,972 |
+4,112 |
Jun11 |
110124 |
99.575 |
99.580 |
99.560 |
99.575 |
+0.010 |
115,764 |
1,118,721 |
+8,476 |
Sep11 |
110124 |
99.435 |
99.460 |
99.420 |
99.450 |
+0.015 |
141,956 |
1,006,821 |
+9,842 |
Dec11 |
110124 |
99.255 |
99.275 |
99.235 |
99.270 |
+0.015 |
165,152 |
847,528 |
+21,860 |
Mar12 |
110124 |
99.030 |
99.045 |
98.995 |
99.035 |
+0.010 |
174,645 |
883,347 |
+45 |
Jun12 |
110124 |
98.755 |
98.770 |
98.720 |
98.755 |
+0.005 |
149,040 |
571,996 |
+1,584 |
Sep12 |
110124 |
98.480 |
98.490 |
98.440 |
98.475 |
unch |
157,580 |
466,421 |
+4,703 |
Dec12 |
110124 |
98.200 |
98.215 |
98.160 |
98.200 |
unch |
120,824 |
317,026 |
-2,238 |
Mar13 |
110124 |
97.945 |
97.955 |
97.895 |
97.935 |
-0.005 |
86,954 |
211,876 |
+4,281 |
Jun13 |
110124 |
97.665 |
97.695 |
97.630 |
97.670 |
-0.005 |
57,144 |
167,674 |
+1,071 |
Sep13 |
110124 |
97.415 |
97.440 |
97.375 |
97.415 |
unch |
58,375 |
188,703 |
+1,773 |
Dec13 |
110124 |
97.150 |
97.180 |
97.110 |
97.150 |
unch |
50,682 |
146,161 |
-242 |
Mar14 |
110124 |
96.915 |
96.940 |
96.870 |
96.910 |
unch |
18,056 |
117,610 |
+1,777 |
Jun14 |
110124 |
96.670 |
96.700 |
96.620 |
96.665 |
unch |
20,057 |
109,908 |
+1,026 |
Sep14 |
110124 |
96.430 |
96.465 |
96.380 |
96.425 |
-0.005 |
16,643 |
65,193 |
-657 |
Dec14 |
110124 |
96.195 |
96.230 |
96.150 |
96.190 |
-0.005 |
16,771 |
76,234 |
-268 |
Mar15 |
110124 |
95.985 |
96.035 |
95.955 |
95.995 |
-0.005 |
9,354 |
55,273 |
+24 |
Jun15 |
110124 |
4.070 |
4.100 |
4.035 |
4.060 |
-0.005 |
7,317 |
34,989 |
-136 |
Total Volume and Open Interest |
1,470,529 |
7,787,834 |
+58,959 |
30 Day Federal Funds(CBOT) |
Jan11 |
110124 |
99.830 |
99.832 |
99.830 |
99.830 |
unch |
1,705 |
67,142 |
+514 |
Feb11 |
110124 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
911 |
68,611 |
+430 |
Mar11 |
110124 |
99.840 |
99.840 |
99.835 |
99.835 |
unch |
337 |
48,882 |
-64 |
Apr11 |
110124 |
99.845 |
99.845 |
99.840 |
99.845 |
unch |
1,650 |
43,467 |
+223 |
May11 |
110124 |
99.845 |
99.850 |
99.845 |
99.845 |
unch |
1,044 |
62,839 |
-555 |
Jun11 |
110124 |
99.845 |
99.850 |
99.840 |
99.845 |
+0.005 |
630 |
36,313 |
-36 |
Total Volume and Open Interest |
16,621 |
574,586 |
+1,272 |
30 Day Fed Funds(e-CBOT) |
Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
Feb11 |
090519 |
98.350 |
98.350 |
98.330 |
98.350 |
unch |
0 |
1,700 |
|
Mar11 |
090519 |
98.265 |
98.265 |
98.240 |
98.265 |
unch |
0 |
324 |
|
Apr11 |
090519 |
98.165 |
98.165 |
98.165 |
98.165 |
unch |
1 |
10 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Mar11 |
110124 |
99.660 |
99.660 |
99.658 |
99.658 |
unch |
499 |
1,065 |
-98 |
Jun11 |
110124 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
175 |
+0 |
Sep11 |
110124 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.003 |
|
|
|
Dec11 |
110124 |
99.613 |
99.613 |
99.613 |
99.613 |
unch |
0 |
75 |
+0 |
Mar12 |
110124 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.010 |
|
|
|
Jun12 |
110124 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110124 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110124 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110124 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110124 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Total Volume and Open Interest |
499 |
1,315 |
-98 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110124 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
3,063 |
+0 |
Jun11 |
110124 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,222 |
+0 |
Sep11 |
110124 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
659 |
+0 |
Dec11 |
110124 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1,795 |
+82 |
Mar12 |
110124 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
305 |
+0 |
Jun12 |
110124 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110124 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110124 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
0 |
8,113 |
+82 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110124 |
139.74 |
139.86 |
139.54 |
139.60 |
-0.18 |
2,411 |
12,450 |
-26 |
Jun11 |
110124 |
137.51 |
137.51 |
137.51 |
137.51 |
-0.18 |
|
|
|
Sep11 |
110124 |
135.42 |
135.42 |
135.42 |
135.42 |
-0.18 |
|
|
|
Total Volume and Open Interest |
2,411 |
12,450 |
-26 |
Euro-Bund(EUREX) |
Mar11 |
110124 |
123.55 |
124.04 |
123.50 |
123.92 |
+0.16 |
809,086 |
1,298,036 |
-78,440 |
Jun11 |
110124 |
122.27 |
122.57 |
122.26 |
122.53 |
+0.18 |
565 |
3,518 |
+2,085 |
Sep11 |
110124 |
122.23 |
122.23 |
122.23 |
122.23 |
+0.16 |
|
|
|
Total Volume and Open Interest |
809,651 |
1,301,554 |
-76,355 |
Euro-Bobl(EUREX) |
Mar11 |
110124 |
116.94 |
117.27 |
116.90 |
117.19 |
+0.12 |
469,039 |
910,576 |
-10,680 |
Jun11 |
110124 |
115.63 |
115.80 |
115.60 |
115.77 |
+0.12 |
51 |
7,054 |
+152 |
Sep11 |
110124 |
115.76 |
115.76 |
115.76 |
115.76 |
+0.12 |
|
|
|
Total Volume and Open Interest |
469,090 |
917,630 |
-10,528 |
3-Mth Euribor(EUREX) |
Mar11 |
110124 |
98.835 |
98.855 |
98.835 |
98.855 |
+0.025 |
116 |
5,801 |
-105 |
Jun11 |
110124 |
98.605 |
98.645 |
98.605 |
98.645 |
+0.025 |
104 |
9,251 |
+0 |
Sep11 |
110124 |
98.405 |
98.440 |
98.405 |
98.440 |
+0.025 |
2 |
2,047 |
+64 |
Total Volume and Open Interest |
385 |
24,484 |
-3 |
Long Gilt(LIFFE) |
Mar11 |
110124 |
116~24 |
117~12 |
116~23 |
117~05 |
+0~07 |
104,943 |
244,449 |
-2,687 |
Jun11 |
110124 |
115~31 |
115~31 |
115~31 |
115~31 |
+0~07 |
|
|
|
Total Volume and Open Interest |
104,943 |
244,449 |
-2,687 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110124 |
99.12 |
99.16 |
99.12 |
99.15 |
+0.04 |
53,736 |
332,447 |
-2,380 |
Jun11 |
110124 |
98.90 |
98.96 |
98.90 |
98.94 |
+0.05 |
65,393 |
324,931 |
+4,256 |
Sep11 |
110124 |
98.67 |
98.72 |
98.65 |
98.71 |
+0.06 |
65,987 |
275,472 |
+2,966 |
Dec11 |
110124 |
98.39 |
98.47 |
98.39 |
98.45 |
+0.06 |
104,585 |
295,846 |
-12,595 |
Mar12 |
110124 |
98.16 |
98.23 |
98.14 |
98.20 |
+0.05 |
102,002 |
286,905 |
+8,703 |
Jun12 |
110124 |
97.89 |
97.98 |
97.88 |
97.94 |
+0.04 |
85,434 |
173,981 |
-9,629 |
Total Volume and Open Interest |
574,800 |
2,112,629 |
-1,560 |
3-Mth Euribor(LIFFE) |
Mar11 |
110124 |
98.820 |
98.865 |
98.815 |
98.855 |
+0.025 |
229,004 |
631,222 |
-5,106 |
Jun11 |
110124 |
98.600 |
98.660 |
98.595 |
98.645 |
+0.025 |
201,587 |
523,284 |
+8,121 |
Sep11 |
110124 |
98.400 |
98.465 |
98.385 |
98.440 |
+0.025 |
175,081 |
412,373 |
-8,369 |
Total Volume and Open Interest |
1,169,441 |
3,188,531 |
+21,882 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110124 |
94.99 |
95.00 |
94.97 |
94.98 |
-0.02 |
23,267 |
194,584 |
+5,558 |
Jun11 |
110124 |
94.89 |
94.91 |
94.88 |
94.89 |
-0.01 |
28,379 |
155,758 |
+9,755 |
Sep11 |
110124 |
94.74 |
94.75 |
94.72 |
94.74 |
-0.01 |
15,812 |
96,220 |
+1,525 |
Dec11 |
110124 |
94.61 |
94.61 |
94.59 |
94.59 |
-0.02 |
4,712 |
57,684 |
+347 |
Mar12 |
110124 |
94.50 |
94.52 |
94.48 |
94.49 |
-0.02 |
2,198 |
46,374 |
-798 |
Jun12 |
110124 |
94.44 |
94.45 |
94.41 |
94.42 |
-0.02 |
1,330 |
40,198 |
-578 |
Sep12 |
110124 |
94.39 |
94.40 |
94.37 |
94.37 |
-0.03 |
739 |
25,399 |
+353 |
Dec12 |
110124 |
94.35 |
94.35 |
94.31 |
94.33 |
-0.02 |
199 |
12,428 |
+112 |
Mar13 |
110124 |
94.30 |
94.30 |
94.29 |
94.30 |
-0.01 |
12 |
2,995 |
+1 |
Jun13 |
110124 |
94.25 |
94.25 |
94.23 |
94.24 |
-0.03 |
3 |
587 |
+0 |
Total Volume and Open Interest |
76,651 |
633,869 |
+16,275 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110124 |
94.33 |
94.38 |
94.33 |
94.36 |
+0.03 |
23,454 |
358,185 |
-5,954 |
Jun11 |
110124 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.03 |
|
|
|
Total Volume and Open Interest |
23,454 |
358,185 |
-5,954 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110124 |
94.76 |
94.81 |
94.75 |
94.78 |
unch |
75,491 |
462,401 |
-7,993 |
Jun11 |
110124 |
94.78 |
94.78 |
94.78 |
94.78 |
unch |
|
|
|
Total Volume and Open Interest |
75,491 |
462,401 |
-7,993 |
Gold(CMX) |
Feb11 |
110124 |
1343.0 |
1352.4 |
1333.1 |
1344.5 |
+3.5 |
161,567 |
213,089 |
-12,052 |
Apr11 |
110124 |
1344.9 |
1354.0 |
1334.7 |
1346.0 |
+3.4 |
24,772 |
155,732 |
+13,608 |
Jun11 |
110124 |
1346.6 |
1355.5 |
1335.1 |
1347.7 |
+3.3 |
2,531 |
42,743 |
+488 |
Aug11 |
110124 |
1350.2 |
1356.3 |
1336.6 |
1349.2 |
+3.2 |
497 |
20,030 |
+150 |
Oct11 |
110124 |
1340.6 |
1350.9 |
1340.6 |
1350.9 |
+3.2 |
287 |
10,753 |
-53 |
Dec11 |
110124 |
1354.5 |
1359.3 |
1341.0 |
1352.7 |
+3.1 |
1,360 |
24,529 |
+1 |
Feb12 |
110124 |
1358.0 |
1358.0 |
1352.4 |
1355.1 |
+3.2 |
2 |
7,553 |
+2 |
Apr12 |
110124 |
1357.7 |
1357.7 |
1357.7 |
1357.7 |
+3.1 |
1 |
6,883 |
+0 |
Jun12 |
110124 |
1360.6 |
1360.6 |
1360.6 |
1360.6 |
+3.1 |
0 |
13,020 |
+0 |
Aug12 |
110124 |
1363.6 |
1363.6 |
1363.6 |
1363.6 |
+3.0 |
0 |
7,261 |
+0 |
Oct12 |
110124 |
1367.1 |
1367.1 |
1367.1 |
1367.1 |
+2.9 |
0 |
4,675 |
+0 |
Dec12 |
110124 |
1372.4 |
1372.8 |
1361.0 |
1371.0 |
+2.8 |
1,168 |
13,895 |
+227 |
Total Volume and Open Interest |
193,760 |
580,750 |
+2,266 |
Silver(CMX) |
Mar11 |
110124 |
2750.0 |
2795.0 |
2682.0 |
2732.1 |
-10.6 |
61,642 |
70,270 |
-1,452 |
May11 |
110124 |
2750.0 |
2795.0 |
2684.0 |
2734.3 |
-10.8 |
3,365 |
19,781 |
+269 |
Jul11 |
110124 |
2770.0 |
2785.0 |
2689.5 |
2735.5 |
-11.0 |
1,380 |
8,691 |
-778 |
Sep11 |
110124 |
2736.2 |
2736.2 |
2709.5 |
2736.2 |
-11.4 |
1,061 |
6,449 |
-31 |
Dec11 |
110124 |
2785.5 |
2785.5 |
2694.5 |
2737.1 |
-11.7 |
1,274 |
11,551 |
-204 |
Mar12 |
110124 |
2815.5 |
2815.5 |
2739.4 |
2739.4 |
-11.7 |
0 |
750 |
+0 |
May12 |
110124 |
2740.8 |
2740.8 |
2740.8 |
2740.8 |
-11.7 |
0 |
355 |
+0 |
Total Volume and Open Interest |
69,183 |
133,596 |
-2,245 |
Platinum(NYMEX) |
Jan11 |
110124 |
1817.8 |
1817.8 |
1814.6 |
1814.6 |
-4.2 |
2 |
343 |
-7 |
Apr11 |
110124 |
1832.0 |
1836.8 |
1811.5 |
1819.6 |
-2.7 |
5,541 |
40,626 |
+288 |
Jul11 |
110124 |
1824.5 |
1824.5 |
1816.2 |
1823.6 |
-1.2 |
55 |
1,161 |
+37 |
Oct11 |
110124 |
1823.9 |
1831.4 |
1823.9 |
1825.6 |
-1.7 |
0 |
44 |
+0 |
Total Volume and Open Interest |
5,598 |
42,196 |
+318 |
Palladium(NYMEX) |
Mar11 |
110124 |
816.75 |
828.00 |
808.00 |
816.55 |
-0.20 |
3,474 |
21,194 |
-273 |
Jun11 |
110124 |
827.55 |
828.00 |
812.20 |
817.65 |
-0.05 |
13 |
835 |
+7 |
Sep11 |
110124 |
817.90 |
818.25 |
817.90 |
818.25 |
-0.05 |
0 |
18 |
+0 |
Total Volume and Open Interest |
3,487 |
22,050 |
-266 |
Copper(CMX) |
Mar11 |
110124 |
430.90 |
437.25 |
430.90 |
434.85 |
+3.95 |
33,831 |
107,759 |
+480 |
May11 |
110124 |
432.20 |
437.50 |
432.20 |
435.30 |
+4.00 |
954 |
27,569 |
+277 |
Jul11 |
110124 |
434.00 |
435.90 |
433.15 |
434.80 |
+4.20 |
456 |
10,631 |
-39 |
Sep11 |
110124 |
435.20 |
435.20 |
430.85 |
434.05 |
+4.30 |
373 |
5,292 |
+37 |
Dec11 |
110124 |
433.05 |
433.05 |
431.00 |
431.95 |
+4.30 |
184 |
4,099 |
+161 |
Total Volume and Open Interest |
36,264 |
161,193 |
+815 |
DJIA Index(CBOT) |
Mar11 |
110124 |
11813 |
11945 |
11812 |
11930 |
+108 |
1,592 |
9,007 |
-629 |
Jun11 |
110124 |
11867 |
11867 |
11759 |
11867 |
+108 |
|
|
|
Sep11 |
110124 |
11813 |
11813 |
11703 |
11813 |
+110 |
|
|
|
Dec11 |
110124 |
11756 |
11756 |
11646 |
11756 |
+110 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,592 |
9,008 |
-629 |
S & P 500(CME) |
Mar11 |
110124 |
1280.00 |
1289.50 |
1278.00 |
1288.50 |
+8.80 |
17,991 |
297,442 |
+3,815 |
Jun11 |
110124 |
1276.20 |
1284.20 |
1273.70 |
1283.50 |
+8.80 |
580 |
4,745 |
+508 |
Sep11 |
110124 |
1271.30 |
1279.30 |
1268.80 |
1278.60 |
+8.80 |
0 |
2,798 |
+0 |
Dec11 |
110124 |
1266.70 |
1274.70 |
1264.20 |
1274.00 |
+8.80 |
0 |
550 |
+0 |
Total Volume and Open Interest |
18,571 |
305,535 |
+4,323 |
S & P 500 E-Mini(Globex) |
Mar11 |
110124 |
1279.50 |
1289.75 |
1277.75 |
1288.50 |
+8.75 |
2,012,431 |
2,594,871 |
-19,455 |
Jun11 |
110124 |
1274.25 |
1284.25 |
1274.00 |
1283.50 |
+8.75 |
810 |
12,257 |
+463 |
Total Volume and Open Interest |
2,013,245 |
2,607,566 |
-18,990 |
NASDAQ 100(CME) |
Mar11 |
110124 |
2269.50 |
2301.00 |
2264.30 |
2298.00 |
+29.00 |
1,214 |
15,625 |
+477 |
Jun11 |
110124 |
2295.00 |
2296.00 |
2294.00 |
2295.00 |
+28.70 |
350 |
550 |
+300 |
Sep11 |
110124 |
2292.50 |
2292.50 |
2289.80 |
2292.50 |
+28.70 |
|
|
|
Total Volume and Open Interest |
1,564 |
16,175 |
+777 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110124 |
2268.80 |
2300.80 |
2264.50 |
2298.00 |
+29.00 |
252,574 |
366,684 |
-8,912 |
Jun11 |
110124 |
2267.00 |
2295.50 |
2267.00 |
2295.00 |
+28.70 |
130 |
771 |
+0 |
Total Volume and Open Interest |
252,704 |
367,461 |
-8,912 |
S & P Midcap 400(CME) |
Mar11 |
110124 |
919.50 |
923.00 |
919.00 |
919.90 |
+7.10 |
5 |
2,479 |
+4 |
Jun11 |
110124 |
917.50 |
918.90 |
917.50 |
917.50 |
+7.10 |
|
|
|
Sep11 |
110124 |
915.60 |
917.20 |
915.60 |
915.60 |
+6.90 |
|
|
|
Total Volume and Open Interest |
5 |
2,479 |
+4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110124 |
10300 |
10420 |
10300 |
10415 |
+95 |
12,333 |
38,689 |
-785 |
Jun11 |
110124 |
10395 |
10395 |
10300 |
10395 |
+95 |
0 |
4 |
+0 |
Total Volume and Open Interest |
12,333 |
38,693 |
-785 |
Nikkei 225(SGX) |
Mar11 |
110124 |
10285 |
10395 |
10275 |
10345 |
+50 |
165,680 |
242,276 |
-973 |
Jun11 |
110124 |
10200 |
10275 |
10200 |
10275 |
+50 |
248 |
3,182 |
+9 |
Sep11 |
110124 |
10275 |
10275 |
10275 |
10275 |
+50 |
0 |
400 |
+0 |
Total Volume and Open Interest |
166,028 |
254,708 |
-424 |
CAC 40(EURONEXT) |
Feb11 |
110124 |
4031.0 |
4055.5 |
4003.5 |
4034.5 |
+12.0 |
185,291 |
334,708 |
+32,241 |
Mar11 |
110124 |
4034.0 |
4057.0 |
4009.0 |
4036.5 |
+12.0 |
14,697 |
63,635 |
+13,546 |
Apr11 |
110124 |
4036.5 |
4036.5 |
4036.5 |
4036.5 |
|
|
|
|
Hang Seng Index(HKFE) |
Jan11 |
110124 |
24030 |
24038 |
23763 |
23811 |
-60 |
89,619 |
93,279 |
-3,355 |
Feb11 |
110124 |
24077 |
24077 |
23770 |
23824 |
-51 |
4,040 |
13,322 |
+5,441 |
Mar11 |
110124 |
23939 |
23939 |
23728 |
23766 |
-56 |
355 |
6,229 |
+605 |
Total Volume and Open Interest |
94,129 |
114,610 |
+2,774 |
DAX(EUREX) |
Mar11 |
110124 |
7097.5 |
7104.5 |
7010.5 |
7076.0 |
+6.0 |
146,965 |
243,684 |
-8,123 |
Jun11 |
110124 |
7105.0 |
7114.0 |
7040.0 |
7097.5 |
+6.0 |
388 |
10,995 |
+56 |
Sep11 |
110124 |
7124.0 |
7128.5 |
7059.5 |
7116.5 |
+6.5 |
201 |
311 |
+49 |
Total Volume and Open Interest |
147,554 |
254,990 |
-8,018 |
FT-SE 100(EURONEXT) |
Mar11 |
110124 |
5863.00 |
5923.00 |
5848.00 |
5910.50 |
+48.50 |
122,283 |
639,513 |
+2,693 |
Jun11 |
110124 |
5824.00 |
5875.50 |
5810.00 |
5869.00 |
+48.50 |
56 |
1,817 |
+10 |
Sep11 |
110124 |
5806.50 |
5847.00 |
5806.50 |
5836.50 |
+48.00 |
10 |
236 |
+10 |
Total Volume and Open Interest |
122,359 |
641,576 |
+2,723 |
SPI 200(SFE) |
Mar11 |
110124 |
4725.0 |
4774.0 |
4725.0 |
4770.0 |
+34.0 |
25,833 |
181,920 |
-928 |
Jun11 |
110124 |
4775.0 |
4794.0 |
4775.0 |
4794.0 |
+34.0 |
97 |
3,079 |
-132 |
Sep11 |
110124 |
4785.0 |
4785.0 |
4785.0 |
4785.0 |
+34.0 |
3 |
1,820 |
+0 |
Total Volume and Open Interest |
25,939 |
188,102 |
-1,058 |
GSCI(CME) |
Feb11 |
110124 |
639.50 |
640.00 |
631.50 |
633.00 |
-6.00 |
92 |
15,115 |
-23 |
Mar11 |
110124 |
644.50 |
645.30 |
636.50 |
636.50 |
-7.00 |
0 |
6 |
+0 |
Apr11 |
110124 |
641.50 |
648.00 |
641.50 |
641.50 |
-4.50 |
|
|
|
Total Volume and Open Interest |
92 |
15,121 |
-23 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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